FREE ACCESS!
Subscribe for
Free Access
to over 4000+
pages of Profiles and Top
20 Rankings.
No obligation ever.
|
|
|
|
|
|
|
Derivatives Related Books
See also:
Derivatives Related News,
Derivatives Related Scholarly Papers,
or
Derivatives Home Page.
|
| Table of Contents:
|
| |
 |
Credit Derivatives Pricing Models
by Philipp J. Schönbucher
Average Customer Review:
Price: $78.75
Book Description
Text shows how currently traded credit derivatives can be
priced and risk-managed. Presents the most important
modelling approaches and points out their strengths and
potential weaknesses. For readers with a previous knowledge
of mathematical finance.
▲
top |
|
| |
 |
Derivatives Handbook
by Robert J. Schwartz (Editor),
Clifford W. Smith (Editor)
Average Customer Review:
Price: $63.00
Book Description
While derivatives continue to play an increasingly vital
role in driving today's global financial markets, they also
continue to be one of the most complicated and often
misunderstood financial instruments in the marketplace. In
Derivatives Handbook: Risk Management and Control, two of
the field's leading experts bring together the best, current
cutting-edge thinking on derivatives to provide a
comprehensive and accessible resource on risk management.
▲
top |
|
| |
|
Average Customer Review:
Price: $34.95
Book Description
As a corporate manager or executive, you probably have
little contact with the actual day-to-day trading of
derivatives contracts. Regardless, your oversight
responsibilities place your career directly in the hands of
aggressive derivatives traders. Do you really know what
they're up to? DERIVATIVES is the first and only book
written for the manager who is not a derivatives expert but
is responsible for the experts. Concise, uncomplicated, and
often entertaining, it gives you a basic understanding and
appreciation for these complex yet powerful financial tools.
DERIVATIVES isn't another "how to trade" book. Instead, it
eschews technical jargon and mathematical formulae to show
you "how to survive" when derivatives inevitably cross your
professional path. Real life examples of derivatives
disasters (Proctor & Gamble's 1994 loss of $102 million,
Barings Bank's 1995 loss of $1.3 billion, and the Belgian
government's 1997 loss of $1.2 billion) are accompanied by
analyses of where they went wrong.
▲
top |
|
| |
 |
Derivatives Markets
by Robert L. McDonald
Average Customer Review:
Price: $126.00
Book Description
Presents the sometimes challenging world of futures,
options, and other derivatives in an accessible, cohesive,
and intuitive manner. Includes insights into pricing models,
a tiered approach to mathematics, and an applied emphasis.
▲
top |
|
| |
 |
Derivatives: Valuation & Risk
Management
by David A. Dubofsky, Thomas W.
Miller
Average Customer Review:
Price: $76.50
Book Description
Enables students to acquire a strong working knowledge and
thorough understanding of the rapidly growing field of
financial derivatives. Ideal for both undergraduate and
graduate classes on derivatives, financial risk management,
futures, or options.
▲
top |
|
| |
 |
Dynamic Hedging
by Nassim Nicholas Taleb
Average Customer Review:
Price: $54.00
Book Description
Destined to become a market classic, Dynamic Hedging
is the only practical reference in exotic options hedging
and arbitrage for professional traders and money managers
Watch the professionals. From central banks to brokerages to
multinationals, institutional investors are flocking to a
new generation of exotic and complex options contracts and
derivatives. But the promise of ever larger profits also
creates the potential for catastrophic trading losses. Now
more than ever, the key to trading derivatives lies in
implementing preventive risk management techniques that plan
for and avoid these appalling downturns. Unlike other books
that offer risk management for corporate treasurers,
Dynamic Hedging targets the real-world needs of
professional traders and money managers. Written by a
leading options trader and derivatives risk advisor to
global banks and exchanges, this book provides a practical,
real-world methodology for monitoring and managing all the
risks associated with portfolio management.
Nassim Nicholas Taleb is the founder of Empirica Capital
LLC, a hedge fund operator, and a fellow at the Courant
Institute of Mathematical Sciences of New York University.
He has held a variety of senior derivative trading positions
in New York and London and worked as an independent floor
trader in Chicago. Dr. Taleb was inducted in February 2001
in the Derivatives Strategy Hall of Fame. He received an MBA
from the Wharton School and a Ph.D. from University
Paris-Dauphine.
▲
top |
|
| |
 |
Fixed Income Securities and
Derivatives Handbook
by Moorad Choudhry
Average Customer Review:
Price: $50.37
Book Description
Today's financial practitioners need to be fully conversant
with the differences in the way that bonds are structured,
valued, and traded. "Fixed Income Securities and Derivatives
Handbook is a comprehensive guide to the array of techniques
and applications used in analysis and valuation of principal
debt market instruments. With a wide range of methodologies
covered, the reader will gain a solid understanding of
fixed-income securities and their associated derivatives.
The book investigates the fundamentals of fixed-income
analysis by reviewing its underpinnings alongside the latest
research and presenting it in an accessible way, whether the
practitioner is new to the field or seasoned and needing a
refresher on new developments. The research is summarized in
a way that enables readers to apply results to their
individual requirements. A mix of academic theory and market
practice, "Fixed Income Securities and Derivatives Handbook
presents an enlightening framework so readers can obtain a
firm grounding in fixed-income analytics.
▲
top |
|
| |
 |
An Introduction to
Derivatives and Risk Management
by Don M. Chance
Average Customer Review:
Price: $130.79
Book Description
A market leader, this book has detailed but flexible
coverage of options, futures, forwards, swaps, and risk
management ? as well as a solid introduction to pricing,
trading, and strategy allowing readers to gain valuable
information on a wide range of topics and apply to
situations they may face.
▲
top |
|
| |
 |
Introduction
to the Mathematics of Financial Derivatives
by Salih N. Neftci
Average Customer Review:
Price:
$62.96
Book Description
Provides an introduction to the mathematics utilized in the
pricing models of derivative instruments. Approaches the
mathematics behind continuous-time finance informally.
Examples are given and relevance to financial markets is
provided.
▲
top |
|
| |
 |
Mathematics for Finance
by Marek Capinski, Tomasz
Zastawniak
Average Customer Review:
Price: $36.35
Book Description
Text is designed to form the basis of an undergraduate
course in mathematical finance, building on mathematical
models of bond and stock prices. Covers three major areas of
mathematical finance that all have an impact on the way
modern financial markets operate. Softcover. DLC:
Finance--Mathematical models.
▲
top |
|
| |
 |
Options, Futures and Other
Derivatives (6th Edition)
by John C. Hull
Average Customer Review:
Price: $162.40
Book Description
Designed to bridge the gap between theory and practice, this
successful book is regarded as "the bible" in trading rooms
throughout the world. The books covers both derivatives
markets and risk management, including credit risk and
credit derivatives; forward, futures, and swaps; insurance,
weather, and energy derivatives; and more. For options
traders, options analysts, risk managers, swaps traders,
financial engineers, and corporate treasurers.
▲
top |
|
| |
 |
Risk Management and
Derivatives
by René M. Stulz
Average Customer Review:
Price: $107.95
Book Description
In direct contrast to most existing derivatives books which
emphasize issues related to the pricing and hedging of
derivatives and are intended more to train traders, not
managers, this groundbreaking book is designed for those who
want to teach managers how to use derivatives to maximize
firm value through risk management. This book presents the
crucial tools necessary for executives and future
derivatives players to effectively hedge with derivatives in
order to protect firms from losses. Coverage includes all
the pricing tools that are necessary for those who seriously
intend to use derivatives as well as the necessary tools to
evaluate how to use a particular derivative to reduce risk.
Rather than focusing on an array of possible derivatives,
the book is much more concerned about teaching a general
approach to use derivatives so that students know how to use
existing derivatives for risk management as well as
derivatives that do not yet exist.
▲
top |
|
| |
 |
Structured Equity Derivatives
by Harry M. Kat
Average Customer Review:
Price:
$69.60
Book Description
Although the pricing and hedging of derivatives contracts
has been the subject of a large number of books, hardly any
books exist on the actual design of derivatives contracts.
Structured Equity Derivatives fills this gap in a remarkable
way. The book introduces an approach to the structuring and
practical application of derivatives that allows the reader
to create his own derivatives solutions to an endless
variety of problems. The approach is extremely natural - the
only limit is the reader's own creativity. Since it clearly
explains the reasons why derivatives exist and why there is
such a large variety, this is the book that should be read
before picking up any other book on the pricing and hedging
of derivatives. As the book concentrates on product design
instead of pricing, there are no complex pricing formulas or
numerical procedures. The emphasis is on intuition and
common sense rather than complex formal results, which makes
the book accessible to people from many different
backgrounds.
▲
top |
|
| |
|
|
| |
 |
Valuation of Fixed Income
Securities and Derivatives, 3rd Edition
by Frank J. Fabozzi
Average Customer Review:
Price: $39.83
Book Description
The authoritative resource for understanding and practicing
valuation of both common fixed income investment vehicles
and complex derivative instruments-now updated to cover
valuing interest rate caps and floors.
▲
top |
|
| |
Back to Book Index
See also:
Derivatives Related News,
Derivatives Related Scholarly Papers,
or
Derivatives Home Page.
Please
keep in mind that some of the content that we make available to you through
this application comes from Amazon Web Services. All such content is
provided to you "as is". This content and your use of it are subject to
change and/or removal at any time.
| HEDGE FUND RISK AND OTHER
DISCLOSURES |
Hedge funds, including fund of funds (“Hedge
Funds”), are unregistered private investment partnerships, funds or
pools that may invest and trade in many different markets,
strategies and instruments (including securities, non-securities and
derivatives) and are NOT subject to the same regulatory requirements
as mutual funds, including mutual fund requirements to provide
certain periodic and standardized pricing and valuation information
to investors. There are substantial risks in investing in Hedge
Funds. Persons interested in investing in Hedge Funds should
carefully note the following:
- Hedge Funds represent speculative investments and involve a
high degree of risk. An investor could lose all or a substantial
portion of his/her investment. Investors must have the financial
ability, sophistication/experience and willingness to bear the
risks of an investment in a Hedge Fund.
- An investment in a Hedge Fund should be discretionary capital
set aside strictly for speculative purposes.
- An investment in a Hedge Fund is not suitable or desirable for
all investors. Only qualified eligible investors may invest in
Hedge Funds.
- Hedge Fund offering documents are not reviewed or approved by
federal or state regulators
- Hedge Funds may be leveraged (including highly leveraged) and
a Hedge Fund’s performance may be volatile
- An investment in a Hedge Fund may be illiquid and there may be
significant restrictions on transferring interests in a Hedge
Fund. There is no secondary market for an investor’s investment in
a Hedge Fund and none is expected to develop.
- A Hedge Fund may have little or no operating history or
performance and may use hypothetical or pro forma performance
which may not reflect actual trading done by the manager or
advisor and should be reviewed carefully. Investors should not
place undue reliance on hypothetical or pro forma performance.
- A Hedge Fund’s manager or advisor has total trading authority
over the Hedge Fund.
- A Hedge Fund may use a single advisor or employ a single
strategy, which could mean a lack of diversification and higher
risk.
- A Hedge Fund (for example, a fund of funds) and its managers
or advisors may rely on the trading expertise and experience of
third-party managers or advisors, the identity of which may not be
disclosed to investors
- A Hedge Fund may involve a complex tax structure, which should
be reviewed carefully.
- A Hedge Fund may involve structures or strategies that may
cause delays in important tax information being sent to investors.
- A Hedge Fund may provide no transparency regarding its
underlying investments (including sub-funds in a fund of funds
structure) to investors. If this is the case, there will be no way
for an investor to monitor the specific investments made by the
Hedge Fund or, in a fund of funds structure, to know whether the
sub-fund investments are consistent with the Hedge Fund’s
investment strategy or risk levels.
- A Hedge Fund may execute a substantial portion of trades on
foreign exchanges or over-the-counter markets, which could mean
higher risk.
- A Hedge Fund’s fees and expenses-which may be substantial
regardless of any positive return- will offset the Hedge Fund’s
trading profits. In a fund of funds or similar structure, fees are
generally charged at the fund as well as the sub-fund levels;
therefore fees charged investors will be higher that those charged
if the investor invested directly in the sub-fund(s).
- Hedge Funds are not required to provide periodic pricing or
valuation information to investors.
- Hedge Funds and their managers/advisors may be subject to
various conflicts of interest.
The above general
summary is not a complete list of the risks and other important
disclosures involved in investing in Hedge Funds and, with respect
to any particular Hedge Fund, is subject to the more complete and
specific disclosures contained in such Hedge Fund’s respective
offering documents. Before making any investment, an investor should
thoroughly review a Hedge Fund’s offering documents with the
investor’s financial, legal and tax advisor to determine whether an
investment in the Hedge Fund is suitable for the investor in light
of the investor’s investment objectives, financial circumstances and
tax situation.
All performance information is believed
to be net of applicable fees unless otherwise specifically noted. No
representation is made that any fund will or is likely to achieve
its objectives or that any investor will or is likely to achieve
results comparable to those shown or will make any profit at all or
will be able to avoid incurring substantial losses. Past performance
is not necessarily indicative, and is no guarantee, of future
results.
The information on the Site is intended for
informational, educational and research purposes only. Nothing on
this Site is intended to be, nor should it be construed or used as,
financial, legal, tax or investment advice, be an opinion of the
appropriateness or suitability of an investment, or intended to be
an offer, or the solicitation of any offer, to buy or sell any
security or an endorsement or inducement to invest with any fund or
fund manager. No such offer or solicitation may be made prior to the
delivery of appropriate offering documents to qualified investors.
Before making any investment, you should thoroughly review the
particular fund’s confidential offering documents with your
financial, legal and tax advisor and conduct such due diligence as
you (and they) deem appropriate. We do not provide investment advice
and no information or material on the Site is to be relied upon for
the purpose of making investment or other decisions. Accordingly, we
assume no responsibility or liability for a ny investment decisions
or advice, treatment, or services rendered by any investor or any
person or entity mentioned, featured on or linked to the Site.
The information on this Site is as of the date(s) indicated,
is not a complete description of any fund, and is subject to the
more complete disclosures and terms and conditions contained in a
particular fund's offering documents, which may be obtained directly
from the fund. Certain of the information, including investment
returns, valuations, fund targets and strategies, has been supplied
by the funds or their agents, and other third parties, and although
believed to be reliable, has not been independently verified and its
completeness and accuracy cannot be guaranteed. No warranty, express
or implied, representation or guarantee is made as to the accuracy,
validity, timeliness, completeness or suitability of this
information.
Any indices and other financial benchmarks
shown are provided for illustrative purposes only, are unmanaged,
reflect reinvestment of income and dividends and do not reflect the
impact of advisory fees. Investors cannot invest directly in an
index. Comparisons to indexes have limitations because indexes have
volatility and other material characteristics that may differ from a
particular hedge fund. For example, a hedge fund may typically hold
substantially fewer securities than are contained in an index.
Indices also may contain securities or types of securities that are
not comparable to those traded by a hedge fund. Therefore, a hedge
fund’s performance may differ substantially from the performance of
an index. Because of these differences, indexes should not be relied
upon as an accurate measure of comparison.
|
|
